Detecting Subdimensional Motifs: An Efficient Algorithm for Generalized Multivariate Pattern Discovery

Discovering recurring patterns in time series data is a fundamental problem for temporal data mining. This paper addresses the problem of locating subdimensional motifs in real-valued, multivariate time series, which requires the simultaneous discovery of sets of recurring patterns along with the corresponding relevant dimensions. While many approaches to motif discovery have been developed, most are restricted to categorical data, univariate time series, or multivariate data in which the temporal patterns span all of the dimensions. In this paper, we present an expected linear-time algorithm that addresses a generalization of multivariate pattern discovery in which each motif may span only a subset of the dimensions. To validate our algorithm, we discuss its theoretical properties and empirically evaluate it using several data sets including synthetic data and motion capture data collected by an on-body iner- tial sensor.